Because that is a decision taken when Java was first written. Probably to make it appear familiar to C and C++ programmers who were used to writing "main" and not having to write "myObject.main()". It would have been possible to run an instance main() method, but that is what they chose.
every single code in Java lies in some class. you need to group the first few lines for the start of an application somewhere inside a class probably a method. so you try to put them in main() method of some class and make it static so that you can call it without making an instance of that class.